Mike Anderson

University of Utah - Department of Finance

David Eccles School of Business

Salt Lake City, UT 84112

United States

  • University of Utah - Department of Finance

SCHOLARLY PAPERS

5

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1,565

TOTAL CITATIONS
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Top 26,326

in Total Papers Citations

28

Scholarly Papers (5)

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1.

Contagion and Excess Correlation in Credit Default Swaps

Downloads 602 (97,451)
Citation 17

Contagion and Excess Correlation in Credit Default Swaps

Number of pages: 43 Posted: 04 Oct 2011
Mike Anderson
University of Utah - Department of Finance
Downloads 336 (192,018)
Citation 10

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CDS, credit default swap, contagion correlation

What Drives the Commonality between Credit Default Swap Spread Changes?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 54 Posted: 21 Mar 2012 Last Revised: 26 Feb 2016
Mike Anderson
University of Utah - Department of Finance
Downloads 266 (246,301)
Citation 7

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contagion, credit default swap, default, CDS, crisis, correlation, diversification, systemic risk, systematic risk

2.

Is Post-Crisis Bond Liquidity Lower?

Downloads 370 (174,409)
Citation 7

Is Post-Crisis Bond Liquidity Lower?

Fisher College of Business Working Paper No. 2017-03-009, Charles A. Dice Center Working Paper No. 2017-09
Number of pages: 55 Posted: 31 Mar 2017 Last Revised: 22 Apr 2017
Mike Anderson and René M. Stulz
University of Utah - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 312 (208,202)
Citation 3

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Bond liquidity, Basel III, regulation, price pressure, bond turnover, bond effective spread

Is Post-Crisis Bond Liquidity Lower?

NBER Working Paper No. w23317
Number of pages: 55 Posted: 10 Apr 2017 Last Revised: 19 Mar 2023
Mike Anderson and René Stulz
University of Utah - Department of Finance and Ohio State University (OSU) - Fisher College of Business
Downloads 58 (803,535)
Citation 4

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3.

Bond Lending and Bond Returns

George Mason University School of Business Research Paper No. 18-12
Number of pages: 58 Posted: 04 Feb 2018 Last Revised: 21 Sep 2018
Mike Anderson, Brian J. Henderson and Neil D. Pearson
University of Utah - Department of Finance, George Washington University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 285 (231,102)
Citation 4

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Securities Lending, Short Sales, Short Selling, Bond Lending, Informed Trading

4.

Does Bond Liquidity Affect Equity Returns?

Number of pages: 41 Posted: 21 Sep 2012 Last Revised: 28 Sep 2012
Mike Anderson
University of Utah - Department of Finance
Downloads 189 (344,947)

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Bond liquidity, Stock Returns, Cost of Capital, Liquidity, TRACE, Transparency

5.

The Real Cost of Retail Trading

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 81 Posted: 14 Nov 2024 Last Revised: 14 Jan 2025
Matthew C. Ringgenberg and Mike Anderson
University of Utah - Department of Finance and University of Utah - Department of Finance
Downloads 119 (507,310)

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